Coupon maturity years par value discount rate market

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Coupon (%) Maturity (Years) Par Value ($) Discount Rate (%) Market Value ($) Dollar Duration Duration 7.5 29 1,000,000 (yield curve) 1,151,802 14,486,304 12.58
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Debt Instruments and Markets Professor Carpenter Immunization 5 Market Value of Liability Cash Flows Example... Construct an asset portfolio that has the same market value and duration as the liabilities using ¾ a 12-year zero and ¾ a 15-year zero.
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